A SHORT NOTE ON SECOND‐ORDER STOCHASTIC DOMINANCE PRESERVING COHERENT RISK MEASURES

DOI10.1111/j.1467-9965.2005.00255.xzbMath1107.91058OpenAlexW3123180508MaRDI QIDQ5700136

Johannes Leitner

Publication date: 27 October 2005

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9965.2005.00255.x

zbMATH Keywords

average value at risk

Mathematics Subject Classification ID

Related Items (18)

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Cites Work

• Unnamed Item
• From stochastic dominance to mean-risk models: Semideviations as risk measures
• The Efficiency Analysis of Choices Involving Risk
• Application of Coherent Risk Measures to Capital Requirements in Insurance

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